Barrera , G , Högele , M A & Pardo , J C 2021 , ' Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance : Cutoff Thermalization for Ornstein–Uhlenbeck Systems... ' , Journal of Statistical Physics , vol. 184 , no. 3 , 27 . https://doi.org/10.1007/s10955-021-02815-0
Title: | Cutoff Thermalization for Ornstein-Uhlenbeck Systems with Small Levy Noise in the Wasserstein Distance : Cutoff Thermalization for Ornstein–Uhlenbeck Systems... |
Author: | Barrera, Gerardo; Högele, Michael A.; Pardo, Juan C. |
Contributor organization: | Department of Mathematics and Statistics |
Date: | 2021-09 |
Language: | eng |
Number of pages: | 54 |
Belongs to series: | Journal of Statistical Physics |
ISSN: | 0022-4715 |
DOI: | https://doi.org/10.1007/s10955-021-02815-0 |
URI: | http://hdl.handle.net/10138/333819 |
Abstract: | This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems with small additive Lévy noise and any nonzero initial value. |
Subject: |
111 Mathematics
Wasserstein distance Nonnormal growth Shift linearity of the Wasserstein distance 112 Statistics and probability The cutoff phenomenon Abrupt convergence Ornstein-Uhlenbeck processes The cutoff phenomenon Abrupt convergence Ornstein-Uhlenbeck processes Wasserstein distance Nonnormal growth Shift linearity of the Wasserstein distance 1ST EXIT TIMES REVERSIBLE DIFFUSION-PROCESSES DIFFERENTIAL-EQUATIONS DRIVEN SIMPLE EXCLUSION PROCESS LARGE DEVIATIONS EXPONENTIAL ERGODICITY RANDOM PERTURBATIONS RANDOM-WALKS ISING-MODEL METASTABILITY |
Peer reviewed: | Yes |
Rights: | cc_by |
Usage restriction: | openAccess |
Self-archived version: | publishedVersion |
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